Tomas Nosek struck twice as the Vegas Golden Knights staged a late fightback to defeat the Washington Capitals 6-4 in a thrilling opening Game 1 of the Stanley Cup finals on Monday.

A wild encounter at the T-Mobile Arena saw the lead change hands five times as the Knights launched their hopes of becoming the first expansion side in history to win the NHL showpiece at the first attempt.

The Knights started the NHL season as 500-1 outsiders according to bookmakers' odds, but have confounded conventional wisdom by powering into the Stanley Cup finals at the first go.

The hastily assembled team of outsiders were made to dig deep on Monday after Washington looked to have taken a decisive 4-3 lead through Tom Wilson in the third period.

But a Ryan Reaves goal leveled the score at 4-4 before Nosek's double sealed the win.

Earlier, a frenetic first period saw the Knights take the lead through Colin Miller with a slap shot on the power play with 12 minutes and 45 seconds left.

It marked a dominant start by the Knights, who piled on relentless pressure in the opening exchanges of the game.

But the Caps came roaring back with a two-goal blast to take the lead in the space of just a minute.

Brett Connolly leveled it at 1-1 after cleverly tipping Michal Kempny's point shot through his legs and into the net.

Nicklas Backstrom then shot the Caps ahead just 42 seconds later, backhanding past Marc-Andre Fleury to make it 2-1.

The momentum then swung back to the Knights however when William Karlsson's shot bounced in off Capitals goaltender Braden Holtby's shoulder for 2-2.

The Knights then swept into the lead at the start of the second period, Reilly Smith quickest to pounce on a loose puck before lashing home from close range for 3-2.

Again though, the Capitals' response was emphatic, John Carlson sweeping home to make it 3-3 after deft interplay split the Knights defense wide open.

The Capitals then regained the lead early in the third through Wilson for 4-3.

There was controversy when officials missed a clear cross-check by Reaves on Carlson just in front of the Capitals' net.

The reprieved Reaves then scored the goal that tied it 4-4, setting the stage for Nosek's game-winning double.